Merge pull request #146 from JacobPlaster/add-update-order-to-v2-ws

Add update order to v2 ws

examples/v2/ws-update-order/main.go

@@ -0,0 +1,71 @@
+package main
+
+import (
+	"log"
+	"os"
+	"time"
+	"context"
+
+	"github.com/bitfinexcom/bitfinex-api-go/v2"
+	"github.com/bitfinexcom/bitfinex-api-go/v2/websocket"
+)
+
+func SubmitTestOrder(c *websocket.Client) {
+	log.Printf("Submitting new order")
+	err := c.SubmitOrder(context.Background(), &bitfinex.OrderNewRequest{
+		Symbol: "tBTCUSD",
+		CID:    123,
+		Amount: 0.02,
+		Type: 	"EXCHANGE LIMIT",
+		Price:  5000,
+	})
+	if err != nil {
+		log.Fatal(err)
+	}
+}
+
+func UpdateTestOrder(orderId int64, c *websocket.Client) {
+	log.Printf("Updating order")
+	err := c.SubmitUpdateOrder(context.Background(), &bitfinex.OrderUpdateRequest{
+		ID: orderId,
+		Amount: 0.04,
+	})
+	if err != nil {
+		log.Fatal(err)
+	}
+}
+
+func main() {
+	key := os.Getenv("BFX_KEY")
+	secret := os.Getenv("BFX_SECRET")
+	p := websocket.NewDefaultParameters()
+	p.URL = "wss://test.bitfinex.com/ws/2"
+	c := websocket.NewWithParams(p).Credentials(key, secret)
+
+	err := c.Connect()
+	if err != nil {
+		log.Fatalf("connecting authenticated websocket: %s", err)
+	}
+	defer c.Close()
+
+	// Begin listening to incoming messages
+
+	for obj := range c.Listen() {
+		switch obj.(type) {
+		case error:
+			log.Printf("channel closed: %s", obj)
+			break
+		case *websocket.AuthEvent:
+			// on authorize create new order
+			SubmitTestOrder(c)
+		case *bitfinex.OrderNew:
+			// new order received so update it
+			id := obj.(*bitfinex.OrderNew).ID
+			UpdateTestOrder(id, c)
+		default:
+			log.Printf("MSG RECV: %#v", obj)
+		}
+	}
+
+	time.Sleep(time.Second * 10)
+}

tests/integration/v2/listener.go

@@ -28,6 +28,7 @@ type listener struct {
 	marginUpdate         chan *bitfinex.MarginInfoUpdate
 	funding              chan *bitfinex.FundingInfo
 	orderNew             chan *bitfinex.OrderNew
+	orderUpdate          chan *bitfinex.OrderUpdate
 	errors               chan error
 }
 
@@ -51,6 +52,7 @@ func newListener() *listener {
 		marginBase:           make(chan *bitfinex.MarginInfoBase, 10),
 		marginUpdate:         make(chan *bitfinex.MarginInfoUpdate, 10),
 		orderNew:             make(chan *bitfinex.OrderNew, 10),
+		orderUpdate:          make(chan *bitfinex.OrderUpdate, 10),
 		funding:              make(chan *bitfinex.FundingInfo, 10),
 	}
 }
@@ -307,6 +309,20 @@ func (l *listener) nextOrderNew() (*bitfinex.OrderNew, error) {
 	}
 }
 
+func (l *listener) nextOrderUpdate() (*bitfinex.OrderUpdate, error) {
+	timeout := make(chan bool)
+	go func() {
+		time.Sleep(time.Second * 2)
+		close(timeout)
+	}()
+	select {
+	case ev := <-l.orderUpdate:
+		return ev, nil
+	case <-timeout:
+		return nil, errors.New("timed out waiting for OrderUpdate")
+	}
+}
+
 // strongly types messages and places them into a channel
 func (l *listener) run(ch <-chan interface{}) {
 	go func() {
@@ -351,6 +367,8 @@ func (l *listener) run(ch <-chan interface{}) {
 					l.marginUpdate <- msg.(*bitfinex.MarginInfoUpdate)
 				case *bitfinex.OrderNew:
 					l.orderNew <- msg.(*bitfinex.OrderNew)
+				case *bitfinex.OrderUpdate:
+					l.orderUpdate <- msg.(*bitfinex.OrderUpdate)
 				case *bitfinex.FundingInfo:
 					l.funding <- msg.(*bitfinex.FundingInfo)
 				case *bitfinex.PositionSnapshot:

tests/integration/v2/mock_ws_private_test.go

@@ -439,3 +439,99 @@ func TestCancel(t *testing.T) {
 	}
 	assert(t, &bitfinex.OrderCancel{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179520203, Type: "LIMIT", Status: "CANCELED", Price: 900.0, Amount: 1, AmountOrig: 1}, oc)
 }
+
+func TestUpdateOrder(t *testing.T) {
+	// create transport & nonce mocks
+	async := newTestAsync()
+	nonce := &IncrementingNonceGenerator{}
+
+	// create client
+	ws := websocket.NewWithAsyncFactoryNonce(newTestAsyncFactory(async), nonce).Credentials("apiKeyABC", "apiSecretXYZ")
+
+	// setup listener
+	listener := newListener()
+	listener.run(ws.Listen())
+
+	// set ws options
+	//ws.SetReadTimeout(time.Second * 2)
+	ws.Connect()
+	defer ws.Close()
+
+	// begin test
+	async.Publish(`{"event":"info","version":2}`)
+	_, err := listener.nextInfoEvent()
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	// initial logon info--Authentication & WalletUpdate assertions in prior tests
+	async.Publish(`{"event":"auth","status":"OK","chanId":0,"userId":1,"subId":"nonce1","auth_id":"valid-auth-guid","caps":{"orders":{"read":1,"write":0},"account":{"read":1,"write":0},"funding":{"read":1,"write":0},"history":{"read":1,"write":0},"wallets":{"read":1,"write":0},"withdraw":{"read":0,"write":0},"positions":{"read":1,"write":0}}}`)
+	async.Publish(`[0,"ps",[["tBTCUSD","ACTIVE",7,916.52002351,0,0,null,null,null,null]]]`)
+	async.Publish(`[0,"ws",[["exchange","BTC",30,0,null],["exchange","USD",80000,0,null],["exchange","ETH",100,0,null],["margin","BTC",10,0,null],["margin","USD",9987.16871968,0,null],["funding","BTC",10,0,null],["funding","USD",10000,0,null]]]`)
+	// consume & assert snapshots
+	listener.nextPositionSnapshot()
+	listener.nextWalletSnapshot()
+
+	// submit order
+	err = ws.SubmitOrder(context.Background(), &bitfinex.OrderNewRequest{
+		Symbol: "tBTCUSD",
+		CID:    123,
+		Amount: -0.456,
+		Type:   "LIMIT",
+		Price:  900.0,
+	})
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	// assert outgoing order request
+	if len(async.Sent) <= 1 {
+		t.Fatalf("expected >1 sent messages, got %d", len(async.Sent))
+	}
+	assert(t, &bitfinex.OrderNewRequest{Symbol: "tBTCUSD", CID: 123, Amount: -0.456, Type: "LIMIT", Price: 900.0}, async.Sent[1].(*bitfinex.OrderNewRequest))
+
+	// order pending new
+	async.Publish(`[0,"n",[null,"on-req",null,null,[1234567,null,123,"tBTCUSD",null,null,1,1,"LIMIT",null,null,null,null,null,null,null,900,null,null,null,null,null,null,0,null,null],null,"SUCCESS","Submitting limit buy order for 1.0 BTC."]]`)
+	// order working--limit order
+	async.Publish(`[0,"on",[1234567,0,123,"tBTCUSD",1515179518260,1515179518315,1,1,"LIMIT",null,null,null,0,"ACTIVE",null,null,900,0,null,null,null,null,null,0,0,0]]`)
+
+	// eat order ack notification
+	listener.nextNotification()
+
+	on, err := listener.nextOrderNew()
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	// assert order new update
+	assert(t, &bitfinex.OrderNew{ID: 1234567, CID: 123, Symbol: "tBTCUSD", MTSCreated: 1515179518260, MTSUpdated: 1515179518315, Type: "LIMIT", Amount: 1, AmountOrig: 1, Status: "ACTIVE", Price: 900.0}, on)
+
+	// publish update request
+	req := &bitfinex.OrderUpdateRequest{
+		ID: on.ID,
+		Amount: 0.04,
+		Price: 1200,
+	}
+	pre := async.SentCount()
+	err = ws.SubmitUpdateOrder(context.Background(), req)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if err := async.waitForMessage(pre); err != nil {
+		t.Fatal(err.Error())
+	}
+	// assert sent message
+	assert(t, req, async.Sent[pre].(*bitfinex.OrderUpdateRequest))
+
+	// cancel ack notify
+	async.Publish(`[0,"n",[1547469854094,"ou-req",null,null,[1234567,0,123,"tBTCUSD",1547469854025,1547469854042,0.04,0.04,"LIMIT",null,null,null,0,"ACTIVE",null,null,1200,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,null],null,"SUCCESS","Submitting update to exchange limit buy order for 0.04 BTC."]]`)
+	// cancel confirm
+	async.Publish(`[0,"ou",[1234567,0,123,"tBTCUSD",1547469854025,1547469854121,0.04,0.04,"LIMIT",null,null,null,0,"ACTIVE",null,null,1200,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,null]]`)
+
+	// assert cancel ack
+	ou, err := listener.nextOrderUpdate()
+	if err != nil {
+		t.Fatal(err)
+	}
+	assert(t, &bitfinex.OrderUpdate{ID:1234567, GID:0, CID:123, Symbol:"tBTCUSD", MTSCreated:1547469854025, MTSUpdated:1547469854121, Amount:0.04, AmountOrig:0.04, Type:"LIMIT", TypePrev:"", Flags:0, Status:"ACTIVE", Price:1200, PriceAvg:0, PriceTrailing:0, PriceAuxLimit:0, Notify:false, Hidden:false, PlacedID:0}, ou)
+}

v2/types.go

@@ -149,8 +149,12 @@ type OrderNewRequest struct {
 	Price         float64 `json:"price,string"`
 	PriceTrailing float64 `json:"price_trailing,string,omitempty"`
 	PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
+	PriceOcoStop  float64 `json:"price_oco_stop,string,omitempty"`
 	Hidden        bool    `json:"hidden,omitempty"`
 	PostOnly      bool    `json:"postonly,omitempty"`
+	Close         bool    `json:"close,omitempty"`
+	OcoOrder      bool    `json:"oco_order,omitempty"`
+	TimeInForce   string  `json:"tif,omitempty"`
 }
 
 // MarshalJSON converts the order object into the format required by the bitfinex
@@ -165,6 +169,8 @@ func (o *OrderNewRequest) MarshalJSON() ([]byte, error) {
 		Price         float64 `json:"price,string"`
 		PriceTrailing float64 `json:"price_trailing,string,omitempty"`
 		PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
+		PriceOcoStop  float64 `json:"price_oco_stop,string,omitempty"`
+		TimeInForce   string  `json:"tif,omitempty"`
 		Flags         int     `json:"flags,omitempty"`
 	}{
 		GID:           o.GID,
@@ -175,6 +181,7 @@ func (o *OrderNewRequest) MarshalJSON() ([]byte, error) {
 		Price:         o.Price,
 		PriceTrailing: o.PriceTrailing,
 		PriceAuxLimit: o.PriceAuxLimit,
+		PriceOcoStop:  o.PriceOcoStop,
 	}
 
 	if o.Hidden {
@@ -185,10 +192,66 @@ func (o *OrderNewRequest) MarshalJSON() ([]byte, error) {
 		aux.Flags = aux.Flags + OrderFlagPostOnly
 	}
 
+	if o.OcoOrder {
+		aux.Flags = aux.Flags + OrderFlagOCO
+	}
+
+	if o.Close {
+		aux.Flags = aux.Flags + OrderFlagClose
+	}
+
 	body := []interface{}{0, "on", nil, aux}
 	return json.Marshal(&body)
 }
 
+type OrderUpdateRequest struct {
+	ID           	int64   `json:"id"`
+	GID           int64   `json:"gid,omitempty"`
+	Price         float64 `json:"price,string,omitempty"`
+	Amount        float64 `json:"amount,string,omitempty"`
+	Delta         float64 `json:"price,string,omitempty"`
+	PriceTrailing float64 `json:"price_trailing,string,omitempty"`
+	PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
+	Hidden        bool    `json:"hidden,omitempty"`
+	PostOnly      bool    `json:"postonly,omitempty"`
+}
+
+// MarshalJSON converts the order object into the format required by the bitfinex
+// websocket service.
+func (o *OrderUpdateRequest) MarshalJSON() ([]byte, error) {
+	aux := struct {
+		ID           	int64   `json:"id"`
+		GID           int64   `json:"gid,omitempty"`
+		Price         float64 `json:"price,string,omitempty"`
+		Amount        float64 `json:"amount,string,omitempty"`
+		Delta         float64 `json:"price,string,omitempty"`
+		PriceTrailing float64 `json:"price_trailing,string,omitempty"`
+		PriceAuxLimit float64 `json:"price_aux_limit,string,omitempty"`
+		Hidden        bool    `json:"hidden,omitempty"`
+		PostOnly      bool    `json:"postonly,omitempty"`
+		Flags         int     `json:"flags,omitempty"`
+	}{
+		ID:            o.ID,
+		GID:           o.GID,
+		Amount:        o.Amount,
+		Price:         o.Price,
+		PriceTrailing: o.PriceTrailing,
+		PriceAuxLimit: o.PriceAuxLimit,
+		Delta:         o.Delta,
+	}
+
+	if o.Hidden {
+		aux.Flags = aux.Flags + OrderFlagHidden
+	}
+
+	if o.PostOnly {
+		aux.Flags = aux.Flags + OrderFlagPostOnly
+	}
+
+	body := []interface{}{0, "ou", nil, aux}
+	return json.Marshal(&body)
+}
+
 // OrderCancelRequest represents an order cancel request.
 // An order can be cancelled using the internal ID or a
 // combination of Client ID (CID) and the daten for the given

v2/websocket/api.go

@@ -100,6 +100,10 @@ func (c *Client) SubmitOrder(ctx context.Context, order *bitfinex.OrderNewReques
 	return c.asynchronous.Send(ctx, order)
 }
 
+func (c *Client) SubmitUpdateOrder(ctx context.Context, orderUpdate *bitfinex.OrderUpdateRequest) error {
+	return c.asynchronous.Send(ctx, orderUpdate)
+}
+
 // SubmitCancel sends a cancel request.
 func (c *Client) SubmitCancel(ctx context.Context, cancel *bitfinex.OrderCancelRequest) error {
 	return c.asynchronous.Send(ctx, cancel)

v2/websocket/channels.go

@@ -57,31 +57,36 @@ func (c *Client) handleChannel(msg []byte) error {
 }
 
 func (c *Client) handleChecksumChannel(chanId int64, checksum int) error {
-	sub, _ := c.subscriptions.lookupByChannelID(chanId)
+	sub, err := c.subscriptions.lookupByChannelID(chanId)
+	if err != nil {
+		return err
+	}
 	symbol := sub.Request.Symbol
 	// force to signed integer
 	bChecksum := uint32(checksum)
-	oChecksum := c.orderbooks[symbol].Checksum()
-	// compare bitfinex checksum with local checksum
-	if bChecksum == oChecksum {
-		log.Printf("Orderbook '%s' checksum verification successful.", symbol)
-	} else {
-		fmt.Printf("Orderbook '%s' checksum is invalid. Data Out of sync, reconnecting.", symbol)
-		err := c.sendUnsubscribeMessage(context.Background(), chanId)
-		if err != nil {
-			return err
-		}
-		sub, err := c.subscriptions.lookupByChannelID(chanId)
-		if err != nil {
-			return err
-		}
-		newSub := &SubscriptionRequest{
-			SubID:   c.nonce.GetNonce(), // generate new subID
-			Event:   sub.Request.Event,
-			Channel: sub.Request.Channel,
-			Symbol:  sub.Request.Symbol,
+	if orderbook, ok := c.orderbooks[symbol]; ok {
+		oChecksum := orderbook.Checksum()
+		// compare bitfinex checksum with local checksum
+		if bChecksum == oChecksum {
+			log.Printf("Orderbook '%s' checksum verification successful.", symbol)
+		} else {
+			fmt.Printf("Orderbook '%s' checksum is invalid got %d bot got %d. Data Out of sync, reconnecting.",
+				symbol, bChecksum, oChecksum)
+			err := c.sendUnsubscribeMessage(context.Background(), chanId)
+			if err != nil {
+				return err
+			}
+			newSub := &SubscriptionRequest{
+				SubID:   c.nonce.GetNonce(), // generate new subID
+				Event:   sub.Request.Event,
+				Channel: sub.Request.Channel,
+				Symbol:  sub.Request.Symbol,
+			}
+			_, err_sub := c.Subscribe(context.Background(), newSub)
+			if err_sub != nil {
+				log.Printf("could not resubscribe: %s", err_sub.Error())
+			}
 		}
-		c.Subscribe(context.Background(), newSub)
 	}
 	return nil
 }

v2/websocket/client.go

@@ -210,7 +210,7 @@ func extractSymbolResolutionFromKey(subscription string) (symbol string, resolut
 func (c *Client) registerPublicFactories() {
 	c.registerFactory(ChanTicker, newTickerFactory(c.subscriptions))
 	c.registerFactory(ChanTrades, newTradeFactory(c.subscriptions))
-	c.registerFactory(ChanBook, newBookFactory(c.subscriptions, c.orderbooks))
+	c.registerFactory(ChanBook, newBookFactory(c.subscriptions, c.orderbooks, c.parameters.ManageOrderbook))
 	c.registerFactory(ChanCandles, newCandlesFactory(c.subscriptions))
 }